Answer:
In nature, there are 3 common states.
Solid, gas and liquid.
The solids have the atoms really close to each other and in fixed positions, so they have a defined shape, the gases have the atoms far away from each other and are really free, so they only can have a "defined shape" when are inside a closed container. And the liquids have the atoms close to each other but are free, those can take the shape of open containers, for example, water in a glass.
Now, the natural state of mercury is the liquid state at room temperature(you can see this in a mercury thermometer, for example.
And of course, depending on the temperature and pressure this state can change, for example, if the temperature is low enough, the mercury will take a solid-state.